+16.5%
DLTR vs UPST
+7.9%
+8.6%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.4% |
| 7D | +2.5% | -3.5% | +6.0% | +2.6% |
| 30D | +2.1% | -7.1% | +9.2% | +2.4% |
| 3M | +20.3% | -13.1% | +33.3% | +20.9% |
| 6M | +11.5% | -1.1% | +12.6% | +11.3% |
| YTD | +6.8% | -35.9% | +42.7% | +8.4% |
| 1Y | +31.1% | -57.4% | +88.5% | +34.9% |
| 3Y | +10.7% | -14.9% | +25.5% | +7.3% |
| 5Y | +41.6% | -88.7% | +130.3% | +34.0% |
| All | +16.5% | +7.9% | +8.6% | +9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UPST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling